Share price$4.34
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:40:00.293Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.002337444Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.48 | 151.2% | 35.9% | |||
| 25Δ | 3.82 | 153.9% | 33.2% | |||
| 30Δ | 4.17 | 156.7% | 30.5% | |||
| 35Δ | 4.51 | 159.5% | 27.8% | |||
| 40Δ | 4.85 | 162.3% | 25.1% | |||
| 45Δ | 5.19 | 165.1% | 22.4% | |||
| 50Δ | 5.54 | 167.8% | 19.8% | |||
| 55Δ | 5.88 | 170.6% | 17.1% | |||
| 60Δ | 6.22 | 173.4% | 14.4% | |||
| 65Δ | 6.56 | 176.2% | 11.7% | |||
| 70Δ | 6.91 | 178.9% | 9.0% | |||
| 75Δ | 7.25 | 181.7% | 6.3% | |||
| 80Δ | 7.31 | 171.6% | 4.0% | |||
No recorded observations